I've never really seen the point of those things, even before I got my rats. Rats love dark spaces, climbing, and getting into corners. Do you notice how most rat owners will go for the height of the cage most times as opposed to the width? Rats prefer to climb and jump around rather than to run flat. You can't climb in a ball.
As well, when a rat is in a ball they are completely exposed. I'm just imagining what Millicent would do if I put her in a ball. I imagine she would cower, pee, and poop, the same as your rat did. My Doris would probably just be confused, but I can see Millicent being utterly terrified of the exposure. Some rats really would just prefer to find a place to hide and plot their little ratty plots instead of running around everywhere.
Imagine going throughout your own life in a ball. Whenever I think of rats in balls I just think of myself in one. It would be terrifyingly difficult to control, and amazingly boring.
Nah, balls are not for rats. They're too smart to get much pleasure from them anyways, the same with wheels.